13:03 New York (Handel von 09:30 - 16:00) 18:03 London (08:00 - 16:30) 19:03 Frankfurt (09:00 - 20:00) 02:03 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,0091 |
-14,72 |
-28,42 |
-27,41 |
+58,10 |
+11,42 |
|
| Volatilität (%) |
32,69 |
28,44 |
23,52 |
30,49 |
28,39 |
32,07 |
|
| Sharpe Ratio |
-23,45 |
-51,80 |
-39,08 |
-6,20 |
4,15 |
1,37 |
|
| Hoch |
113,08 |
131,31 |
153,69 |
168,15 |
172,32 |
172,32 |
|
| Tief |
109,31 |
109,31 |
109,31 |
109,31 |
61,59 |
30,56 |
|
| Ø-Preis |
110,48 |
120,40 |
133,49 |
144,74 |
125,37 |
108,19 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
15 |
56 |
177 |
348 |
702 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
22 |
84 |
255 |
507 |
1.033 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,021 |
-0,367 |
-0,269 |
-0,041 |
0,033 |
|
|
| Alpha |
0,0007 |
-0,0074 |
-0,0054 |
-0,0011 |
0,0007 |
|
|
| Beta |
-0,245 |
0,255 |
0,031 |
-0,017 |
0,063 |
|
|
| Korrelation |
-0,181 |
0,168 |
0,029 |
-0,016 |
0,051 |
|
|
| Treynor Ratio |
0,082 |
-0,655 |
-9,721 |
17,413 |
8,968 |
|
|
| Tracking Error |
0,032 |
0,020 |
0,020 |
0,027 |
0,023 |
|
|
| Relative Performance |
-0,721 |
-8,922 |
-20,433 |
-15,488 |
29,685 |
|
|